-53.9%
RUN vs CAPR
+47.4%
-101.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.3% | -7.0% | +1.2% |
| 7D | +18.5% | +43.2% | -24.7% | +18.3% |
| 30D | +15.5% | +14.7% | +0.9% | +15.4% |
| 3M | -20.3% | +113.9% | -134.2% | -20.3% |
| 6M | -30.8% | -73.4% | +42.6% | -31.0% |
| YTD | -52.2% | -69.1% | +16.9% | -52.4% |
| 1Y | -53.9% | +47.2% | -101.1% | -53.2% |
| All | -53.9% | +47.4% | -101.3% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling